[Quickfix-developers] Latency & Quickfix/J

[Ian J. <Ian...@bt...>]

Version 1.0.0 b2 (Jan 06)

Hi,

Does anyone know how i might control TCP options and/or buffering in =
Quickfix/J? I realise that the current version is implemented over netty =
and I don't know how/if it can be configured. Options i am interested in =
are send/receive buffering and TCP_NODELAY.

I understand that incorrect use of these options can affect throughput =
adversely, but i am trying to address latency of updates at lower =
message volumes.

Does anyone have any other suggestions of where latency in message =
transmission and/or reception can be addressed?

An example of the scale of my problem is that i am experiencing "jitter" =
in messages (MarketDataIncrementalRefresh) sent fairly constantly.

At rates of 15-20 msg/sec (around 3-4k bytes per second), the jitter is =
2-300ms.=20
At rates of 60-70 msg/sec (around 12-15k), the jitter is still 100+ ms

Its not until throughput increases significantly that the latency =
becomes less significant
(2-250 msg/sec), the jitter is < 50ms

I am using enhanced Java 1.5 precision timers, so timings have =
granularity of better than 1 ms (my measurement threshold)

I have implemented SystemTimeSource to use System.nanoTime() (with mods) =
and time the SendingTime FIX stamp (with ms) to received delay. The =
absolute delay is not relevant (due to mismatched clocks) -  i am just =
looking at the variation in delay from msg to msg.=20

The server/client are in US/UK, and normal ping times between them are =
approx 80ms (and pretty solid), available bandwidth is up to 1Mb.

Does anyone have any experience of how this jitter will be affected by =
SSL tunnelling (stunnel). I don't have control over the sender but can =
affect "tuning" of stunnel parameters at either end.=20